+70.0%
CNP vs LSCC
+18.7%
+51.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.6% | +6.0% | -2.4% |
| 7D | -5.3% | -4.8% | -0.5% | -5.2% |
| 30D | +3.7% | -27.1% | +30.8% | +4.6% |
| 3M | -1.1% | -23.6% | +22.5% | -0.4% |
| 6M | -7.1% | -19.8% | +12.7% | -7.0% |
| YTD | +6.0% | +33.2% | -27.2% | +3.6% |
| 1Y | +5.2% | +55.2% | -50.0% | +1.9% |
| 3Y | +57.5% | +70.1% | -12.6% | +48.4% |
| 5Y | +70.0% | +19.5% | +50.5% | +58.7% |
| All | +70.0% | +18.7% | +51.3% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LSCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling